Claudia La Chioma

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Maya Briani1, Claudia La Chioma2, Roberto Natalini3 1 Universitá di Roma “La Sapienza”, Dipartimento per le Decisioni Economiche e Finanziarie, Via del Castro Laurenziano, 00161 Roma, Italy; e-mail: m.briani@iac.cnr.it 2 Universitá di Roma “La Sapienza”, Dipartimento di Matematica Pura ed Applicata, Piazzale Aldo Moro, 2, 00161 Roma, Italy; e-mail:(More)
We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to controlled jump-diffusion processes, which are fully nonlinear integro-partial differential equations. Two main results are obtained: (i) error bounds for a class of monotone approximation schemes, which includes finite difference schemes, and (ii) bounds on(More)
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